June 21, 2017 / 11:42 AM / 2 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jun 21 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1700 IST (1130 GMT) Wednesday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  14/09/17 (Tbill)       3M   98.58/59   6.250/6.230    0.23
  14/12/17 (Tbill)       6M   97.07/07   6.300/6.290    0.48
  07.83 pct GOI 2018     1Y  101.09/13   6.396/6.345    0.81
  07.28 pct GOI 2019     2Y  101.65/70   6.363/6.335    1.95
  08.27 pct GOI 2020     3Y  104.83/84   6.452/6.448    2.97
  07.80 pct GOI 2021     4Y  104.24/25   6.519/6.516    3.81
  08.08 pct GOI 2022     5Y  105.97/04   6.679/6.663    5.11
  06.84 pct GOI 2022     6Y  101.36/40   6.541/6.532    5.49
  07.68 pct GOI 2023     7Y  105.20/24   6.678/6.670    6.48
  07.72 pct GOI 2025     8Y  105.57/60   6.798/6.793    7.93
  06.97 pct GOI 2026     9Y  102.55/56   6.594/6.593    9.21
  06.79 pct GOI 2027    10Y  102.61/62   6.428/6.427    9.90
  08.60 pct GOI 2028    11Y  112.26/33   6.979/6.970   10.95
  06.79 pct GOI 2029    12Y  100.81/82   6.693/6.692   12.51
  07.61 pct GOI 2030    13Y  106.78/80   6.810/6.807   12.88
  08.97 pct GOI 2030    14Y  116.40/50   7.061/7.050   13.46
  07.95 pct GOI 2032    15Y  108.45/55   7.034/7.024   15.19
  07.40 pct GOI 2035    19Y  104.25/38   6.983/6.970   18.22
  08.83 pct GOI 2041    24Y  118.85/03   7.183/7.169   24.48
  07.06 pct GOI 2046    30Y  100.05/19   7.055/7.043   29.30

  The yield curve based on the above rates is available on
  Thomson Reuters Graphics           .

      For liquid Government of India securities, please double
  click in the brackets            .
      For further details, double click on              and
              .
      (Mumbai Rate Reporting Unit, +91 22 6180-7222/3317 7222, rru.data@thomsonreuters.com)

0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below